| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.43% | 208.61% |
| Max Drawdown | -16.8% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.27 | 0.65 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 73.85 | 2.93 |
| Outlier Loss Ratio | 4.39 | 2.95 |
| Volatility (ann.) | 6.31% | 26.38% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.23 | 0.59 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 96.99 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.72% |
| Expected Yearly % | 3.2% | 32.54% |
| Kelly Criterion | -1.53% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11381834:BTCUSD | 11381834:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.00 | -0.17 | + |
| 2023 | 155.54 | -8.69 | -0.06 | - |
| 2024 | 121.00 | 8.06 | 0.07 | - |
| 2025 | 17.02 | 5.47 | 0.32 | - |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.47% | 31.76% |
| 6M | 6.12% | 12.25% |
| YTD | 5.47% | 17.02% |
| 1Y | 1.47% | 57.19% |
| 3Y (ann.) | 5.06% | 55.42% |
| 5Y (ann.) | 3.8% | 39.6% |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -67.18% |
| Longest DD Days | 871.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.33% |
| Avg. Drawdown Days | 88.0 | 31.0 |
| Recovery Factor | 0.8 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-06-11 | -16.80 | 871 |
| 2022-04-26 | 2022-06-30 | -8.27 | 65 |
| 2022-10-09 | 2023-01-20 | -5.68 | 103 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-18 | -3.83 | 12 |
| 2022-02-12 | 2022-04-02 | -3.45 | 48 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-08-11 | 2022-09-16 | -0.37 | 36 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| 2022-04-25 | 2022-04-26 | -0.18 | 0 |
| Metric | 11381834:btcusd:triple_med_gx:lsma95_70 | 11381834:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 11.29% | 43.77% |
| Worst Month | -8.04% | -37.12% |
| Best Year | 9.0% | 155.54% |
| Worst Year | -8.69% | -53.3% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 3.29% | 5.87% |
| Avg. Down Week | -2.06% | -4.17% |
| Avg. Up Month | 4.5% | 19.43% |
| Avg. Down Month | -3.52% | -12.38% |
| Win Days % | 44.92% | 51.28% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 44.74% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |